Preprint

Heterogeneous Mixture of Dynamic Copulas for Portfolio Risk: A BIC-versus-Basel Reversal on the Johannesburg Stock Exchange

Jimbo Henri ClaverSamarkand International University of Techno;ogy, 270 Spitamen Ave. Samarkand 140100, Uzbe, Samarkand International University of Technology, Samarkand, Samarkand 140100, UzbekistanDjeutcha EricUniversity of Ngaoundere, P.o Box 455, CameroonTiti Zourmba BorisUniversity of NgaoundereGeorges Nguefack‐TsagueUniversity of Yaoundé I - Faculty of Medicine and Biomedical Sciences, Yaoundé, Cameroon

2026

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DOI: 10.2139/ssrn.7400598

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